ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
146-18 |
147-20 |
1-02 |
0.7% |
145-00 |
| High |
148-08 |
148-00 |
-0-08 |
-0.2% |
148-08 |
| Low |
146-07 |
147-07 |
1-00 |
0.7% |
145-00 |
| Close |
148-02 |
148-00 |
-0-02 |
0.0% |
148-00 |
| Range |
2-01 |
0-25 |
-1-08 |
-61.5% |
3-08 |
| ATR |
0-26 |
0-26 |
0-00 |
0.3% |
0-00 |
| Volume |
500 |
119 |
-381 |
-76.2% |
1,394 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-03 |
149-26 |
148-14 |
|
| R3 |
149-10 |
149-01 |
148-07 |
|
| R2 |
148-17 |
148-17 |
148-05 |
|
| R1 |
148-08 |
148-08 |
148-02 |
148-12 |
| PP |
147-24 |
147-24 |
147-24 |
147-26 |
| S1 |
147-15 |
147-15 |
147-30 |
147-20 |
| S2 |
146-31 |
146-31 |
147-27 |
|
| S3 |
146-06 |
146-22 |
147-25 |
|
| S4 |
145-13 |
145-29 |
147-18 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
155-21 |
149-25 |
|
| R3 |
153-19 |
152-13 |
148-29 |
|
| R2 |
150-11 |
150-11 |
148-19 |
|
| R1 |
149-05 |
149-05 |
148-10 |
149-24 |
| PP |
147-03 |
147-03 |
147-03 |
147-12 |
| S1 |
145-29 |
145-29 |
147-22 |
146-16 |
| S2 |
143-27 |
143-27 |
147-13 |
|
| S3 |
140-19 |
142-21 |
147-03 |
|
| S4 |
137-11 |
139-13 |
146-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-10 |
|
2.618 |
150-01 |
|
1.618 |
149-08 |
|
1.000 |
148-25 |
|
0.618 |
148-15 |
|
HIGH |
148-00 |
|
0.618 |
147-22 |
|
0.500 |
147-20 |
|
0.382 |
147-17 |
|
LOW |
147-07 |
|
0.618 |
146-24 |
|
1.000 |
146-14 |
|
1.618 |
145-31 |
|
2.618 |
145-06 |
|
4.250 |
143-29 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-28 |
147-20 |
| PP |
147-24 |
147-07 |
| S1 |
147-20 |
146-27 |
|